+134.0%
BP vs EQIX
+242.1%
-108.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.2% |
| 7D | +5.7% | -1.6% | +7.4% | +6.0% |
| 30D | +8.1% | -0.4% | +8.4% | +8.1% |
| 3M | +8.6% | -0.9% | +9.5% | +8.6% |
| 6M | +18.1% | +8.1% | +10.0% | +16.3% |
| YTD | +37.6% | +35.7% | +1.9% | +30.0% |
| 1Y | +39.4% | +34.0% | +5.4% | +31.8% |
| 3Y | +40.1% | +41.4% | -1.4% | +29.7% |
| 5Y | +141.3% | +34.0% | +107.3% | +122.2% |
| All | +134.0% | +242.1% | -108.1% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EQIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling